+177.9%
KO vs GSK
+80.0%
+97.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.7% |
| 7D | -1.1% | -5.4% | +4.3% | +0.6% |
| 30D | +1.6% | -4.6% | +6.2% | +3.0% |
| 3M | +5.8% | -5.1% | +10.9% | +7.4% |
| 6M | +14.3% | -11.4% | +25.7% | +18.4% |
| YTD | +27.3% | +0.7% | +26.6% | +26.3% |
| 1Y | +33.2% | +23.0% | +10.1% | +23.1% |
| 3Y | +64.5% | +48.0% | +16.5% | +39.5% |
| 5Y | +83.1% | +48.2% | +34.9% | +52.1% |
| All | +177.9% | +80.0% | +97.8% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling